Well I looked a little more on the WinAmp site. The classic skins still exist on WinAmp and those are probably the only ones that work. The new generation of skins called freeform don't work with WinAmp2.

The problem is that WinAmp has combined all of the skins together and as such can be a little harder to find.

Just remember to check the 'skin type' and make sure it says 'classic'.